This paper presents an approach to the Mario AI Benchmark problem, using the A* algorithm for navigation, and an evolutionary process combining routines for the reactiveness of the resulting bot. The Grammatical Evolution ...
Cotter, John(Money Macro and Finance Research Group, 2003)
Key to the imposition of appropriate minimum capital requirements on a daily
basis requires accurate volatility estimation. Here, measures are presented based on
discrete estimation of aggregated high frequency UK futures ...
This paper compares real and nominal foreign exchange
volatility effects on exports. Using a flexible lag version of the
Goldstein-Khan two-country imperfect substitutes model for
bilateral trade, we identify the overall ...
Bredin, Donal; Cotter, John(University College Dublin. School of Business. Centre for Financial Markets, 2006)
This paper compares real and nominal foreign exchange volatility effects on exports. Using a flexible lag version of the
Goldstein-Khan two-country imperfect substitutes model for bilateral trade, we identify the overall ...
Kearney, Colm; Muckley, Cal(University College Dublin. School of Business. Centre for Financial Markets, 2005-05)
Using weekly observations on 9 Asian currencies from November 1976 to December
2003, we re-examine the evidence of an emerging yen block in North and Southeast Asia. In contrast to previous research that assumes instantaneous ...
Cotter, John; Hanly, Jim(University College Dublin. School of Business. Centre for Financial Markets, 2005-07-24)
Mixed results have been documented for the performance of hedging strategies using futures. This paper reinvestigates this issue using an extensive set of performance evaluation metrics across seven international markets. ...
Mixed results have been documented for the performance of hedging strategies with the use of futures. This article reinvestigates this issue with the use of an extensive set of performance-evaluation metrics across seven ...
We examine whether the hedging effectiveness of crude oil futures is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of both short and long hedgers. ...
Hutson, Elaine(University of Canterbury School of Law, 1998)
As the process of financial and economic reform gains pace throughout
the Asia-Pacific region, one important aspect that deserves the attention of
business and legal analysts is the regulation of corporate control. ...
The study is based on a questionnaire survey of 117 Irish software firms. It finds no systematic relation between product lead time and acquisition of first external funds in new technology-based firms (NTBFs). Contrary ...
This paper examines the extent to which a sample of 11 knowledge-based Irish listed companies is adopting methodologies for reporting of intellectual capital in their annual reports. Their market and book values were ...
This chapter provides an overview of corporate governance, with particular emphasis on governance research with an Irish perspective. Various definitions of corporate governance are examined, followed by a summary of the ...
This exploratory study extends the analysis of narrative disclosures from routine reporting contexts such as annual reports and press releases to non-routine takeover documents where the financial consequences of narrative ...
The deregulation of electricity industries has generally separated the provision of generation from its subsequent transmission. However, the physical nature of electricity generation and delivery creates special problems ...
In terms of risk measurement, probability and quantile risk estimation have developed enormously in the past decade, from value-at-risk measures to coherent measures such as expected shortfall. These measures allow an ...